Random variate generation for unimodal and monotone densities

DOI10.1007/BF02243018zbMath0526.65005OpenAlexW2116187061MaRDI QIDQ594530

Luc P. Devroye

Publication date: 1984

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02243018

zbMATH Keywords

Newton-Raphson methodrandom variate generationKhintchine's theoremaverage time analysisinversion/rejection methodtable methodsunimodal and monotone densities

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Related Items

Random variate generation for unimodal and monotone densities ⋮ A simple algorithm for generating random variates with a log-concave density ⋮ On the use of probability inequalities in random variate generation ⋮ Estimation of distribution tails —a semiparametric approach ⋮ Constructing and simulating multivariate distributions using khintchine's theorem

Cites Work

• Unnamed Item
• Random variate generation for unimodal and monotone densities
• The squeeze method for generating gamma variates
• Factorization and lattice theorems for a bounded pricipal ideal domain
• An Efficient Method for Generating Discrete Random Variables with General Distributions
• On the Alias Method for Generating Random Variables from a Discrete Distribution
• Properties of Probability Distributions with Monotone Hazard Rate